Presentation 2018-08-09
Inferring the largest Lyapunov exponent from the symbolic dynamics of chaotic time series
Takaya Miyano, Kazuki Kajita, Hiroshi Gotoda,
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Abstract(in Japanese) (See Japanese page)
Abstract(in English) In existing methods for estimating the largest Lyapunov exponent from a time series, the rate of increment in the distance between initially neighboring trajectories reconstructed in embedding space from the series is used to estimate the exponent. In this study, we show an alternative method for estimating a surrogate measure for the largest Lyapunov exponent from the symbolic dynamics transformed from a time series without tracing neighboring trajectories in embedding space. The validity of the method is examined through numerical experiments.
Keyword(in Japanese) (See Japanese page)
Keyword(in English) time series / Lyapunov exponent / symbolic dynamics / information entropy / randomly transitional oscillations
Paper # NLP2018-68
Date of Issue 2018-08-01 (NLP)

Conference Information
Committee NLP
Conference Date 2018/8/8(2days)
Place (in Japanese) (See Japanese page)
Place (in English) Saiwai-cho Campus, Kagawa Univ.
Topics (in Japanese) (See Japanese page)
Topics (in English) etc.
Chair Norikazu Takahashi(Okayama Univ.)
Vice Chair Hiroaki Kurokawa(Tokyo Univ. of Tech.)
Secretary Hiroaki Kurokawa(Hiroshima Inst. of Tech.)
Assistant Masayuki Kimura(Kyoto Univ.) / Yutaka Shimada(Saitama Univ.)

Paper Information
Registration To Technical Committee on Nonlinear Problems
Language JPN
Title (in Japanese) (See Japanese page)
Sub Title (in Japanese) (See Japanese page)
Title (in English) Inferring the largest Lyapunov exponent from the symbolic dynamics of chaotic time series
Sub Title (in English)
Keyword(1) time series
Keyword(2) Lyapunov exponent
Keyword(3) symbolic dynamics
Keyword(4) information entropy
Keyword(5) randomly transitional oscillations
1st Author's Name Takaya Miyano
1st Author's Affiliation Ritsuemiakn University(Ritsumeikan Univ.)
2nd Author's Name Kazuki Kajita
2nd Author's Affiliation Ritsuemiakn University(Ritsumeikan Univ.)
3rd Author's Name Hiroshi Gotoda
3rd Author's Affiliation Tokyo University of Science(TUS)
Date 2018-08-09
Paper # NLP2018-68
Volume (vol) vol.118
Number (no) NLP-174
Page pp.pp.81-85(NLP),
#Pages 5
Date of Issue 2018-08-01 (NLP)